+2.1%
AAL vs DFNS
-98.3%
+100.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.2% |
| 7D | -3.7% | -16.0% | +12.3% | -3.4% |
| 30D | -20.8% | -77.7% | +56.9% | -18.6% |
| 3M | -1.3% | -77.2% | +75.9% | -4.0% |
| 6M | +5.4% | -95.2% | +100.6% | +6.1% |
| YTD | -14.4% | -98.0% | +83.6% | -11.9% |
| 1Y | +2.1% | -98.3% | +100.4% | +5.4% |
| All | +2.1% | -98.3% | +100.4% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DFNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling